Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51600.96 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48401.9 Kr¶

PnL: ---------------------------------------> -685.67 Kr¶

DD now: ---------------------------------> -0.661 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 17:08:51.904904'

Anic Portfolio¶

Today¶

Return: -0.074 %¶

This Week¶

Return: 8.571 %¶

Total¶

Return: 68.928 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.740000 3364.200000 184.200000 5.790000 3180.000006
HMS Networks 2 4.010000 809.600000 136.600000 20.300000 673.000000
Nordea Bank Abp 29 1.260000 3576.280000 122.280000 3.540000 3453.999992
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
SAAB B 8 0.890000 3447.200000 70.200000 2.080000 3377.000000
Swedbank A 3 3.290000 621.000000 57.000000 10.110000 564.000000
Fasadgruppen Group 38 0.730000 4195.200000 54.200000 1.310000 4140.999992
Resurs Holding 22 1.220000 618.860000 44.860000 7.820000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.260000 392.300000 37.300000 10.510000 355.000000
AcadeMedia 12 -0.320000 589.440000 32.440000 5.820000 557.000004
Norva24 Group 16 -1.110000 569.600000 26.600000 4.900000 543.000000
Intrum 4 1.930000 549.800000 22.800000 4.330000 527.000000
OEM International B 7 1.290000 549.500000 21.500000 4.070000 527.999997
Midsona B 63 4.050000 598.500000 15.500000 2.660000 582.999984
Securitas B 6 1.890000 582.840000 12.840000 2.250000 570.000000
Eastnine 4 0.160000 501.600000 10.600000 2.160000 491.000000
Sampo Oyj SDB 7 1.010000 3860.500000 10.500000 0.270000 3850.000000
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.470000 563.850000 1.850000 0.330000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 0.460000 546.750000 0.750000 0.140000 546.000000
Corem Property Group B 59 2.250000 576.430000 -0.570000 -0.100000 576.999999
Boozt 12 1.320000 1652.400000 -1.600000 -0.100000 1653.999996
CTEK 13 0.940000 504.530000 -29.470000 -5.520000 533.999999
Essity B 2 -1.410000 537.700000 -36.300000 -6.320000 574.000000
International Petroleum Corp. 5 -0.980000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 -0.490000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 5.030000 1859.000000 -130.000000 -6.540000 1989.000002
Beijer Electronics Group 27 -2.520000 2926.800000 -157.200000 -5.100000 3083.999994
Axfood 15 -5.090000 3828.000000 -472.000000 -10.980000 4300.000005
Ovzon 64 -3.010000 3296.000000 -700.000000 -17.520000 3996.000000
TOTAL 48401.900000 -685.670000 -0.66113% 49087.564636

Updated:¶

'2023-02-01 17:09:05.027311'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶